jcl, thank you.
I know what I want: train a strategy for exactly 12 WFO (the numbers of core available for training in my PC) with a fixed EndDate and fixed DataSplit.
I am not confident how to code it and I was requesting some hints.

Anyway I understand that you can not provide snippets for everybody...
I'll try to code a pimped version of the setWFO2 reported in the manual end see what happens.

Ciao